The World Anti-Doping Agency (WADA) says it would have not issued a letter to any sports scientist approving a supplements program for a group of athletes.

Essendon is reportedly considering involving the police to investigate the origin of a letter, allegedly from WADA, that gave sports scientist Stephen Dank permission to use banned anti-obesity drug AOD-9604 on players.

The Herald Sun says the letter, presented to the club by Dank, was a dupe.

WADA director general David Howman says the letter could not have come from his organisation.

"I don't think we would ever give approval for any program," he said.

"What we do is advise people as to the substances being banned and this particular substance in this case is banned under a section of our prohibited list, which we refer to as S0 (non-approved substances).

"That particular part of our list is there to prevent athletes from being guinea pigs."

The Bombers, meanwhile, have dismissed media reports that they have admitted their players were given banned substances last year.

They are not the only football club under the microscope with the NRL's Cronulla also in the midst of an ASADA investigation.

Sharks back rower Wade Graham became the first NRL player interviewed by ASADA this week, three months after the Australian Crime Commission's report into doping was released.

His team-mates' interviews have been delayed by a legal dispute.

I don't think we would ever give approval for any [supplement] program.

David Howman

ASADA has already met with Bombers coach James Hird and are set to begin interviewing the club's players next week.

Howman says it could take years to gather the evidence needed to finalise investigations into NRL and AFL clubs.

"The information gathered by the Crime Commission is subject to their law their legislation," he said.

"They can pass the information on to the people who can work with it.

"But those people, and it includes ASADA, are not allowed to use it as evidence. In other words they have got to regather the information before they have got the evidence and that's what's going on now."